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Modelling common linear dynamics : a critical review
Breusch, Trevor S. - 1994
Persistent link: https://www.econbiz.de/10000895692
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Some results on testing for stationarity using data detrended in differences
Schmidt, Peter - In: Economics letters 41 (1993) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10001144028
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Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.; Phillips, Peter C. B.; Schmidt, Peter - 1991
Persistent link: https://www.econbiz.de/10000828125
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Testing for a unit root in the presence of deterministic trends
Schmidt, Peter; Phillips, Peter C. B. - 1989 - Rev.
Persistent link: https://www.econbiz.de/10000791222
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On the power of point optimal tests of the trend stationarity hypothesis
Hwang, Jaeyoun - In: Economics letters 43 (1993) 2, pp. 143-147
Persistent link: https://www.econbiz.de/10001153574
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Unit root tests based on instrumental variables estimation
Lee, Junsoo - In: International economic review 35 (1994) 2, pp. 449-462
Persistent link: https://www.econbiz.de/10001164416
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The KPSS stationarity test as a unit root test
Shin, Yongcheol - In: Economics letters 38 (1992) 4, pp. 387-392
Persistent link: https://www.econbiz.de/10001125470
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Extended tabulations for Dickey-Fuller tests
Guilkey, David K. - In: Economics letters 31 (1989) 4, pp. 355-357
Persistent link: https://www.econbiz.de/10001080238
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A minimum distance estimator for long-memory processes
Tieslau, Margie A. - In: Journal of econometrics 71 (1996) 1, pp. 249-264
Persistent link: https://www.econbiz.de/10001194734
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Alternative methods of detrending and the power of unit root tests
Hwang, Jaeyoun - In: Journal of econometrics 71 (1996) 1, pp. 227-248
Persistent link: https://www.econbiz.de/10001194735